51 resultados para Stochastic Ordinary Differential Equations
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Mathematics Subject Classification: 44A05, 44A35
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Mathematical Subject Classification 2010:26A33, 33E99, 15A52, 62E15.
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2000 Mathematics Subject Classification: 34K15, 34C10.
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2010 Mathematics Subject Classification: 35Q15, 31A25, 37K10, 35Q58.
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An algorithm is produced for the symbolic solving of systems of partial differential equations by means of multivariate Laplace–Carson transform. A system of K equations with M as the greatest order of partial derivatives and right-hand parts of a special type is considered. Initial conditions are input. As a result of a Laplace–Carson transform of the system according to initial condition we obtain an algebraic system of equations. A method to obtain compatibility conditions is discussed.
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2000 Mathematics Subject Classification: 45G15, 26A33, 32A55, 46E15.